+211.6%
FTI vs ALLE
+94.0%
+117.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | +4.3% | +3.6% | +0.8% | +3.5% |
| 30D | -4.7% | +25.9% | -30.6% | -10.3% |
| 3M | -13.5% | +15.8% | -29.3% | -16.8% |
| 6M | -8.7% | +48.1% | -56.8% | -19.4% |
| YTD | +49.0% | +22.0% | +27.0% | +40.7% |
| 1Y | +54.0% | +18.0% | +36.0% | +47.5% |
| 3Y | +211.6% | +93.1% | +118.5% | +127.6% |
| All | +211.6% | +94.0% | +117.6% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling